The Blues suffered a huge scare in their quarter final clash with Liverpool when the visitors went 2-0 up in the second-leg and looked likely to steal the semi-final place from Chelsea's grasp.
A fine comeback eventually saw off their opponents in that tie, but Anelka feels that if his side concede early on at Camp Nou then the result will be much tougher to recover.
"Against a team like Barcelona and the players they have, if we concede early goals it will be very difficult to come back, especially away from home, so as a team we will certainly have to be more focused on the defensive side of our game," said the Frenchman.
"It is important to get a good result in the first match.
"If you lose that one by a big score the tie is almost finished. So it is very important for us to get something from the Nou Camp."
Strong opponentsAfter their determined performance against Liverpool, Chelsea have transformed themselves into many people's tip to win the competition.
However, overcoming Barcelona just to reach the final will be no mean feat - something that Anelka is well aware of.
"If you want to win this trophy you know you will have to be able to beat a lot of very good teams," said the former Real Madrid man, who won the competition with Los Meringues back in 2000.
"We have already beaten Juventus and Liverpool, who are both big sides, we know we can do it, so now we have to beat Barcelona."